+93.7%
BKNG vs CEG
+717.5%
-623.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.8% | -6.7% |
| 7D | -7.9% | +6.7% | -14.5% | -8.8% |
| 30D | -15.9% | +11.0% | -26.9% | -17.3% |
| 3M | +11.1% | +19.5% | -8.4% | +7.7% |
| 6M | -0.7% | -5.9% | +5.2% | -0.6% |
| YTD | -15.4% | -15.0% | -0.5% | -14.2% |
| 1Y | -18.5% | +0.6% | -19.2% | -20.5% |
| 3Y | +46.5% | +180.6% | -134.2% | +9.0% |
| All | +93.7% | +717.5% | -623.9% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling